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IDV vs. VFV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDV vs. VFV.TO

Last updated Jun 9, 2026

IDV (iShares International Select Dividend ETF) and VFV.TO (Vanguard S&P 500 Index ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while VFV.TO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IDV returned 10.33%/yr vs 14.98%/yr for VFV.TO. At a 0.39 correlation, their price movements are largely independent. IDV charges 0.49%/yr vs 0.09%/yr for VFV.TO.

Performance

IDV vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDV is traded in USD, while VFV.TO is traded in CAD. To make them comparable, the VFV.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDV achieves a 10.84% return, which is significantly higher than VFV.TO's 8.51% return. Over the past 10 years, IDV has underperformed VFV.TO with an annualized return of 10.33%, while VFV.TO has yielded a comparatively higher 14.98% annualized return.

IDV

1D
0.23%
1M
-2.36%
YTD
10.84%
6M
14.01%
1Y
33.84%
3Y*
24.24%
5Y*
11.70%
10Y*
10.33%

VFV.TO

1D
0.11%
1M
0.25%
YTD
8.51%
6M
8.63%
1Y
24.44%
3Y*
21.24%
5Y*
13.20%
10Y*
14.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDV vs. VFV.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF		10.84%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%
VFV.TO
Vanguard S&P 500 Index ETF		8.45%17.55%24.68%26.24%-17.79%27.57%18.42%30.52%-5.03%21.94%

Correlation

The correlation between IDV and VFV.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2012

0.39

IDV vs. VFV.TO - Sectors Allocation Comparison

Sectors
IDV
VFV.TO

Financial Services

30.1%
11.6%

Energy

15.6%
3.5%

Utilities

11.8%
2.4%

Communication Services

10.0%
11.3%

Consumer Cyclical

9.6%
10.2%

Consumer Defensive

7.2%
4.9%

Industrials

6.7%
8.3%

Basic Materials

5.8%
1.8%

Real Estate

2.4%
1.9%

Technology

0.9%
35.7%

Healthcare

-

8.5%

Financial Services

IDV
30.1%
VFV.TO
11.6%

Energy

IDV
15.6%
VFV.TO
3.5%

Utilities

IDV
11.8%
VFV.TO
2.4%

Communication Services

IDV
10.0%
VFV.TO
11.3%

Consumer Cyclical

IDV
9.6%
VFV.TO
10.2%

Consumer Defensive

IDV
7.2%
VFV.TO
4.9%

Industrials

IDV
6.7%
VFV.TO
8.3%

Basic Materials

IDV
5.8%
VFV.TO
1.8%

Real Estate

IDV
2.4%
VFV.TO
1.9%

Technology

IDV
0.9%
VFV.TO
35.7%

Healthcare

IDV

-

VFV.TO
8.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares International Select Dividend ETF

Vanguard S&P 500 Index ETF

Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY
Often compared with VFV.TO:
VFV.TO vs. XEQT.TOVFV.TO vs. VEQT.TOVFV.TO vs. VOOVFV.TO vs. QQC.TOVFV.TO vs. VSP.TOVFV.TO vs. VCN.TOVFV.TO vs. XQQ.TO

Return for Risk

IDV vs. VFV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDV
IDV Risk / Return Rank: 8484
Overall Rank
IDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDV Omega Ratio Rank: 8686
Omega Ratio Rank
IDV Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
Martin Ratio Rank
VFV.TO
VFV.TO Risk / Return Rank: 7676
Overall Rank
VFV.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VFV.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VFV.TO Omega Ratio Rank: 8181
Omega Ratio Rank
VFV.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VFV.TO Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDV vs. VFV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Vanguard S&P 500 Index ETF (VFV.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

IDVVFV.TODifference
Sharpe ratioReturn per unit of total volatility
2.63
1.95

+0.67

Sortino ratioReturn per unit of downside risk
3.42
2.65

+0.77

Omega ratioGain probability vs. loss probability

1.47

1.36

+0.11

Calmar ratioReturn relative to maximum drawdown

3.99

2.71

+1.28

Martin ratioReturn relative to average drawdown

15.00

12.01

+3.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDV vs. VFV.TO - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.63, which is higher than the VFV.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of IDV and VFV.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IDVVFV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.95

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.83

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.85

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.87

-0.66

Drawdowns

IDV vs. VFV.TO - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than VFV.TO's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for IDV and VFV.TO.

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Drawdown Indicators

IDVVFV.TODifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-33.56%

-36.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-9.04%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-18.94%

+7.08%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-24.33%

-4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

-33.56%

-8.94%

Current Drawdown

Current decline from peak

-4.08%

-2.69%

-1.39%

Average Drawdown

Average peak-to-trough decline

-15.39%

-3.86%

-11.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.04%

+0.22%

Volatility

IDV vs. VFV.TO - Volatility Comparison

iShares International Select Dividend ETF (IDV) and Vanguard S&P 500 Index ETF (VFV.TO) have volatilities of 3.91% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDVVFV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

3.80%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

9.46%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

12.59%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

16.07%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

17.73%

+0.21%

IDV vs. VFV.TO - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.

Dividends

IDV vs. VFV.TO - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.51%, more than VFV.TO's 0.85% yield.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		4.51%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
VFV.TO
Vanguard S&P 500 Index ETF		0.85%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.69%1.51%1.65%1.63%

Frequently Asked Questions

IDV and VFV.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VFV.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFV.TO is cheaper with a 0.09% expense ratio, compared with 0.49% for IDV.

IDV is categorized as Global Equities, while VFV.TO is S&P 500. IDV tracks Dow Jones EPAC Select Dividend, while VFV.TO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.49% for IDV and 0.09% for VFV.TO.

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